Volatility Analysis

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Volatility: 
Days Factor: 
11.22 0.08(0.72%)07/03/2024
Ecopetrol SA (EC)
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  • For the given dates, EC current volatility is at 68.41%.
  • The 1-Month historical standard deviation is at 0.44.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.03
    20 Days0.48
    1 Month0.44
    3 Months 0.38
    100 Days 0.40
    6 Months 0.49
    9 Months 0.53
    Year-to-date0.49
    1 Year0.58
    3 Years3.00
    5 Years2.66
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-51.2710.4748.63-20.1511.89139.27-2.46     -51.27139.2719.48
    2023       2.95152.67-80.07130.3555.27-80.07152.6752.23
    Summary
    Avg Returns (%)-51.2710.4748.63-20.1511.89139.27-2.462.95152.67-80.07130.3555.27-80.07152.6733.13
    Max Pos Return (%)-51.2710.4748.63-20.1511.89139.27-2.462.95152.67-80.07130.3555.27-80.07152.6733.13
    Max Neg Return (%)-51.2710.4748.63-20.1511.89139.27-2.462.95152.67-80.07130.3555.27-80.07152.6733.13
    Pos Occurences (%)0100100010010001001000100100010067
    Neg Occurences (%)10000100001000010000010033